Many security settings and other settings are centrally managed and set via Group Policies in domain environments.
Some core security settings should be managable via Group Policy on Nano Server.
Examples: User Rights, Audit Policies, Security Options, Security Templates, ...

I do not consider DSC a valid solution here, as for most ITPro's it requires too much effort to configure/setup.

I'd like the ability to lock down and audit Nano Server equally effectively as my Win 10 hosts. With its dramatically reduced attack surface, Nano Server has the potential to be much more easily defendable assuming it has supported roles to do so.

Will URL Rewrite 2.0 be supported for IIS on Nano Server? This will help to enable Web administrators to create powerful rules to implement URLs that are easier for users to remember and easier for search engines to find.

ASP.NET 5 apps reverse proxy via the HttpPlatformHandler, so the module is going to be required for most vanilla .NET 5 web apps going forward. It would be nice if the HttpPlatformHandler module was installed by default with an IIS install. It would further be helpful if the module were kept up-to-date by whatever OS updating system Nano Server uses.

it would be really cool if we can have a built-in type of networking features like LB, Switch/router, Firewall/IPS/IDS ... in Nano server with management console in windows server RSAT as well as Nno server console

Add the File Server Resource Manager feature on Nano to extend the File Server feature. This allows IT Admin to create a very small machine (P or V) configurated as file server good as VM Storage or classic Document Sharing

Nano server would be fantastic for the remote site concept: core services like AD, DNS, DHCP, file / print, proxy. By having more of a "black-box" approach, this can be built and left onsite with little risk to the box.